DocumentCode
3038177
Title
Asymptotic behavior of nonlinear filters
Author
Blankenship, G.L. ; Hopkins, W.E. ; Marcus, S.I.
Author_Institution
University of Maryland, College Park, Maryland
fYear
1981
fDate
16-18 Dec. 1981
Firstpage
89
Lastpage
89
Abstract
Since H. Kunita\´s 1971 paper "Asymptotic Behavior of the Nonlinear Filtering Errors of Markov Processes" (J. Multivariate Analysis), the subject of optimal "steady state" estimators for nonlinear diffusions has received little attention. We report on some preliminary results on this class of problems, including an examination of the asymptotic properties of solutions of the Duncan-Mortonsen-Zakai Equation.
Keywords
Educational institutions; Filtering; Markov processes; Nonlinear equations; Nonlinear filters; State estimation; Steady-state;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1981.269451
Filename
4046892
Link To Document